PROFESSIONAL EXPERIENCE

09/14 to now Self – employed (Milano)  Trainer (Excel VBA SQL -Microsoft BI) – Product Design / Software Developer (Unity3D – C# – Construct 2 – Java script)
1) Trainer consultant in Excel Access VBA, Microsoft BI (Power Pivot, Power Query, Power View) and Statistics for professionals working in banks or consulting companies, in Italy Switzerland and UK
2) Design and development of new Excel addons with documentation / tutorials done with Camtasia and Snagit
— > xLookUp replacement of vLookup Match and Index (more flexible, user friendly and faster)
— > xCopy for fast (22 times faster) copy of array in worksheet
— > xMerge to merge small Excel expressions in more cells in one only  (nearly completed)
— > xDate to identify the format of the data of a sequence of dates
— > xCmd to increase dramatically data input and format in Excel (partially done)
3) Design and development of games and app for Android. 
I’ve worked in partnership with another developer and an expert in graphics and game design and currently I’m working with an expert in 2D graphics
– first project a new chess platform with Unity 3D.  I’ve taken care of:
— > algorithm in C# to compress previous matches (saving between 90% to 93% of space)
— > special board features, like map of the forces, blocked pieces, knight gambit …
— > partial implementation in C# of a filter between UCI chess engines and board to “humanize” computer errors
— > design of a smooth integration between match, analysis and puzzles mode
— > design of an interface which shows till 8 moves of old matches in one frame
— > design but not implementation of the 3D chess board, with special effects to help the eye to identify the pieces (compensating the PC limitations in rendering and lighting)
– 2 current projects with Construct 2:
— > a 2D racing game
— > A new puzzle game between Candy Crush and old Life of C64

05/13 to 07/14             ELEBORGB – JEM (Milano)
Product Manager / Business Developer / IT (SEO – Testing – Product Design – Java)
The company produces software and machines for the textile sector
I’ve taken care of:
— > marketing positioning and SEO (adWords and Market Samurai)
— > collection of customers feedbacks on the company products, with interviews onsite
— > business development with new customers outside Italy
— > design and pricing of different editions of a software in Java to print labels

03/13 – 06/13              Beije
VBA Developer (Reports –Access Excel VBA)
Just two small projects, one to manage internal customers in Access, and one for credit agents always to manage customers

06/12 – 01/13              E.ON Trading (Dusseldorf)
Risk Analyst / VBA Developer (Commodity – Market Risk – Access Excel VBA, SQL Server)
I’ve worked on the risk reports for the commodity market (mainly gas and oil) in E.ON Trading.  Good parts of the reports are concentrated in one Access application of 56.000 rows of code which picks up data from different data sources (mainly csv files and Endur) on a daily base
My role was to maintain and support the application, design new reports and optimize all the process, making it clearer and faster.

05/11 – 05/12              Beije, client: Milanofinanza (Milano – London)
Quant Analyst / Developer / Testing Engineer (Back testing – R – Excel VBA – VB.NET)
I’ve worked in a team to develop a prototype of a new service of back testing of visual technical patterns for the web site of Milanofinanza

11/10 – 04/11              I’ve got concentrated in my biggest hobby, that is sport betting modelling for football matches, reviewing in the meantime math and statistics topics (London)

05/09 – 10/10              NET2S / BT, client: BT, Swiss Bank, Bank of Shanghai (London)

Quant Analyst / Developer (Statistical Analysis Forecasting / Risk  – R – Excel Access VBA)

Project Management/internal consulting/testing for data related tasks with the responsibility to deal with the external suppliers and internal stakeholders

Statistical research, reports, in Access, Excel VBA and R supporting the sales of BT services in particular for Swiss Bank, and the development of new products

Development and optimization of quant Excel workbooks (volatility calibration, risk, etc…) for the Bank of Shanghai, improving among the other things the performance of the calibration workbook from nearly 2 days of elaboration to 1min and 40sec reducing the number of failures from 30% to 8%

Tree quant researches:

Among which the Explanation of the behaviour of GBP vs. EURO in the last 10 years

02/08 – 04/09              NET2S:    client: BNP Paribas (Risk Team)      (London)

Quant Analyst / Tactical Developer (Credit / Counterpart Risk / Backtesting – Project Management – Access Excel VBA Sybase)

I’ve worked in the team responsible for the definition of the methodology and internal consulting for credit risk (counterpart ) and market risk in BNP Paribas as quant analyst and tactical developer in Access VBA, Excel VBA and Sybase (SQL Server syntax)

My main responsibility was to collect requirements and develop VBA prototypes and applications for the quant analysts coordinating other IT resources when required.
Some specific projects in detail:

·         Back testing forward and backward procedures EE, EEE, EPE, EPEE, PFE, and reports

·         Calibration applications for commodity and interest rate derivatives

·         Tools to simulate: different combinations of scenarios in Excel

·         New interface in Excel VBA for the stress testing, increasing the rate at which deal are inserted of even more than 1000 times.

07/07 – 01/08           NET2S: GLG Partners (Hedge Fund) London

Front Office Developer (Market Risk Reports – Excel VBA)

I’ve worked as a Front Office Excel VBA developer, supporting with tight timescales the daily production of performance / risk reports for traders (P&L, VaR, etc…, all in Excel), together with the improvement and the design of new ones following the specs of the Asset Manager.

01/07 – 06/07              Currie & Brown (Properties Manager), London

Analyst Developer (Insurance Estimation – Access VBA)

Reporting directly to the divisional director, I became responsible of the design and development of an Access application to calculate the insurance values of the properties based on surveys and different estimation models.  As part of my duties I was used to produce and explain the summary reports in the meetings involving the divisions of London, Manchester and a partner company.

 2005 – 2006              Beije: RAS ALLIANCE, (Hedge Fund Division) Milano

Quant Analyst Developer
(Performance Indexes – Project Management – Oracle PL-SQL / Excel VBA)

My main responsibility was to be the interface between the IT team and the risk analysts.

·         Check and validation of the results of the PL-SQL Oracle procedures that calculate the performances, the benchmark and risk indexes of the funds

·          Cleaning of the historical data

2004 – 2005              BPU BANK, Bergamo

Analyst Developer Business Intelligence (P&L Reports – Business Objects / Excel VBA)

I’ve worked in the Business Objects team, in connection with an Oracle one with the main responsibility to design the P&L Report for all the group at all hierarchy levels.

 1996 – 2004               Previous experience as an IT consultant / Statistics Trainer

1 year  Statistics Trainer in FSE Courses about Quality (Cerges) in Milan

3 years in TC Sistema as Analyst Developer – SQL Server

9 months internship involved in Hewlett Packard marketing division in a lead tracking activity with the development of an application that supports it

1 year in Dim Technologies as Access and Excel VBA Developer

2 years of experience in Pipeline and ENI training centre as Microsoft Trainer, specialized in Excel VBA and Access VBA

EDUCATION

• Master Degree, Financial Engineering, Politecnico of Milan

Thesis on evaluations of saving shares and standard shares (the reasons for which standard ones prices more than saving ones from a financial point of view)

• Microsoft Certified Excel VBA, Access VBA – SOA student

KEY SKILLS

Capital Market and Risk:

Master Degree in Financial Engineering

·   Risk, credit, counterpart, portfolio, etc… VAR

·   Pricing of derivatives, vanilla options, interest rate swaps, callable bonds…

·   Montecarlo model (back testing phase in particular, PFE, EPEE)

IT:

Excel & Access VBA

(Microsoft Certified)
Data Analysis extraction validation elaboration

·   More than 15 years of experience

·   Optimization in Access and Excel.  ex: in BNP Paribas I’ve improved the performance of the procedure of back testing from 2 days to 10 min

·      SQL – PL SQL – Database Design mainly with Access

·      Business Objects (2 years)

·      C# (1 year)

·      Power BI (Power Pivot – DAX – Power View & Query) (current), some exposition to Clik Sense

·      Java Script (current, only for games, in the past VB script in a few ASP project for the government)

STATISTICS:

– R developer
– SOA, Society of Actuaries, student

·   Use of statistics as cross competence in the majority of my roles

·   Statistical research in BT supporting sales and the development of new products

·   3 years of experience as Statistics trainer in post college courses

·   Good knowledge of R including the development with R language in Rstudio, Rccp (C++ in R), gpuR (till 1000+ increase of performance with matrix)

Communication / Coaching 

·      Marketing role in ELEBORGB and 15+ years ago in Hewlett Packard

·      Usually link role between the technical function and the business function (ex BNP Paribas / RAS) in context where the communication was critical

·      3 years as trainer in post college courses and in companies / currently trainer and consultant for employee

HOBBY

• Chess Blitz category,  num. 286th on 1mln+
• Sport Betting Modelling (Football)
• Cycling

 Languages

• Italian – Fluent
• English – Fluent
• Spanish – Intermediate